Search Results - subject:"threshold cointegration" - EconBiz

Asymmetric adjustment between oil prices and exchange rates: Empirical evidence from major oil producers and consumers

Ahmad, A.H.; Moran Hernandez, Ricardo - In: Journal of International Financial Markets, … 27 (2013) C, pp. 306-317

This paper investigates the long-run relationship and asymmetric adjustment between the real oil prices and the real bilateral exchange rates of twelve major oil producers and consumers in the world. It uses threshold autoregressive, TAR, and momentum threshold autoregressive, M-TAR models. The...

Persistent link: https://www.econbiz.de/10010718958

Fiscal deficits under financial pressure and insolvency : evidence for Italy, Greece and Spain

Trachanas, Emmanouil; Katrakilides, K. - In: Journal of policy modeling : JPMOD ; a social science … 35 (2013) 5, pp. 730-749

Persistent link: https://www.econbiz.de/10009788122

South Africa’s short and long term interest rates : a threshold cointegration analysis

Dube, Smile; Zhou, Yan - In: Business and Economic Research : BER 3 (2013) 1, pp. 187-211

Persistent link: https://www.econbiz.de/10009779701

Public spending and national income before and after economic reform in China : an application of asymmetric threshold cointegration

Liang, Ching-yang; Mao, Chih-wen - In: International journal of economics and finance 5 (2013) 11, pp. 1-12

Persistent link: https://www.econbiz.de/10010213403

Further evidence of an Environmental Kuznets Curve in Spain

Sephton, Peter S.; Mann, Janelle - In: Energy economics 36 (2013), pp. 177-181

Persistent link: https://www.econbiz.de/10009724740

Asymmetric adjustment of the dynamic relationship between energy intensity and urbanization in China

Liu, Yaobin; Xie, Yichun - In: Energy economics 36 (2013), pp. 43-54

Persistent link: https://www.econbiz.de/10009724767

Asymmetries in the revenue-expenditure nexus : a tale of three countries

Paleologou, Suzanna-Maria - In: Economic modelling 30 (2013), pp. 52-60

Persistent link: https://www.econbiz.de/10009702266

Transactions costs, index arbitrage and non-linear dynamics between FTSE100 spot and futures : a treshold cointegration analysis

Tao, Juan; Green, Christopher J. - In: International journal of finance & economics : IJFE 18 (2013) 2, pp. 175-187

Persistent link: https://www.econbiz.de/10010355992

Asymmetric adjustment between oil prices and exchange rates : empirical evidence from major oil producers and consumers

Ahmad, Ahmad Hassan; Moran Hernandez, Ricardo - In: Journal of international financial markets, … 27 (2013), pp. 306-317

Persistent link: https://www.econbiz.de/10010411736

Threshold cointegration and asymmetric adjustment between imports and exports in Burundi

Ndoricimpa, Arcade - In: The empirical economics letters : a monthly … 12 (2013) 12, pp. 1311-1320

Persistent link: https://www.econbiz.de/10010363745

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